Optimal Estimation for Discrete-Time Linear Systems in the Presence of Multiplicative and Time-Correlated Additive Measurement Noises
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Publication:4580772
DOI10.1109/TSP.2015.2447491zbMATH Open1394.94338MaRDI QIDQ4580772FDOQ4580772
Publication date: 22 August 2018
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Cited In (22)
- Diffusion event-triggered sequential asynchronous state estimation algorithm for stochastic multiplicative noise systems
- Finite-horizon estimation for 2-D systems with time-correlated multiplicative noises: a recursive iterative coupled estimator design
- Optimal linear filtering for networked control systems with time-correlated fading channels
- Some improvements on “Homogenous polynomial H∞ filtering for uncertain discrete‐time systems: A descriptor approach”
- Optimal recursive estimation for networked stochastic uncertain systems with fading measurements and time-correlated channel noises
- Robust centralized and weighted measurement fusion Kalman estimators for multisensor systems with multiplicative and uncertain-covariance linearly correlated white noises
- Filtering and smoothing estimation algorithms from uncertain nonlinear observations with time-correlated additive noise and random deception attacks
- State estimation for discrete-time Markov jump linear systems with time-correlated and mode-dependent measurement noise
- Finite‐time distributed block‐decomposed information filter for nonlinear systems with colored measurement noise
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- Robust weighted fusion Kalman estimators for systems with uncertain noise variances, multiplicative noises, missing measurements, packets dropouts and two‐step random measurement delays
- Quadratic estimation for stochastic systems in the presence of random parameter matrices, time-correlated additive noise and deception attacks
- Optimal tracing of harmonic signals in linear systems with noise in measurements
- Robust time‐varying Kalman estimators for systems with packet dropouts and uncertain‐variance multiplicative and linearly correlated additive white noises
- Robust centralized and weighted measurement fusion Kalman predictors with multiplicative noises, uncertain noise variances, and missing measurements
- Event-based optimal filter for a networked system with multiplicative and auto/cross-correlated process and measurement noise
- Convergence of optimal linear filter with time-correlated fading channel and channel noise
- Fusion steady‐state robust filtering for uncertain multisensor networked systems with application to autoregressive moving average signal estimates
- Optimal estimation of several linear parameters in the presence of Lorentzian thermal noise
- State estimation for discrete-time Markov jump linear systems with time-correlated measurement noise
- Robust centralized and weighted measurement fusion white noise deconvolution estimators for multisensor systems with mixed uncertainties
- State estimation for networked systems with Markovian communication constraints and multiple packet dropouts
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